Essendon, Carlton, Collingwood, Melbourne, ??
they have been in 36 grand finals
Yes. Collingwood has won 15 Grand Finals altogether - only Essendon and Carlton have won more, in fact. By the commencement of 2011, Collingwood had won the previous year's grand final play-off - in 2010 - marking their 15th such win.
Carlton 16; Essendon 16; Collingwood 15; Melbourne 12; Richmond 10; Hawthorn 10
As of the year 2010, Essendon and Carlton have each won 16 Premierships. Collingwood has won 15 grand finals, and Melbourne, I believe, might be 4th with 13 Grand Final victories.
Collingwood has made the most Grand finals, but has lost more than its fair share. The others are: Carlton Essendon Hawthorn
Once: Carlton, Melbourne, St Kilda Twice: Essendon, Fitzroy, Geelong, Sth Melbourne Four Times: Richmond
Carlton has won 16 Grand Finals, and therefore, 16 Premierships in AFL football.
Carlton & Essendon have both have 16 premierships, however Essendon have only won 14 grand finals. Collingwood have 14 Melbourne has 12